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An Impulse Control Problem for a Stochastic PDE Arising in Nonlinear Filtering

Baras, John S., Bensoussan, Alain., "An Impulse Control Problem for a Stochastic PDE Arising in Nonlinear Filtering", The 24th IEEE Conference on Decision and Control, pp. 1184-1187, Ft. Lauderdale, Florida, December 11-13, 1985

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Publications

An Impulse Control Problem for a Stochastic PDE Arising in Nonlinear Filtering